The name Max Miller was chosen by his wife, neé Kathleen Marsh in 1920. In showbiz it sounded better than his real name, Thomas Henry Sargent.

In 1932 the descriptive name The Cheeky Chappie was added. Apparently Kathleen had seen it in a press notice. There must have been a good reason for this choice; Max must indeed have been cheeky. And it was rumoured that Max was mean, but was he?

Roy Hudd remembers the time when Max invited him and his partner for a drink in the bar of the Finsbury Park Empire. After they met, Max showed his guests to a table where they sat and talked for quite a while. Young Roy was puzzled, no one had ordered drinks. Then when the interval came, there was the usual stampede to the bar when someone offered Max a drink. Max accepted and said, "Can you get my young friends a drink as well?"

It was traditional for the top of the bill variety act to tip each musician at the end of a run. On one occasion, Max, after finishing the second house Saturday night, left the stage not by the wings as is customary but through the auditorium and out the main entrance where he caught a cab to the station and to the last train to Brighton. Never to be seen by the band again.

Clive Allen, Max's former pianist, remembers the occasion when Max, after a press conference, was confronted by a bunch of reporters waving books and papers for him to sign. He promptly obliged, signing each Tommy Trinder.

The last train to Brighton used to carry a number of theatricals on their way home, among them Laurence Olivier, Dora Bryan, Alan Melville and the Crazy Gang. Max Miller always took this train when appearing on stage in London and was renowned for not buying anyone a drink. So one night the Crazy Gang decided to spring a surprise on him. They asked the train driver to make a brief, unscheduled stop at Preston Park, the last station before Brighton. During the journey, they ordered the most expensive drinks for themselves, and, ensuring they downed them before Preston Park, all got off leaving a surprised Max to settle the bill.